At the top of the Project Overview window, there is a row of icons. You'll see one that is a purple box with a star in it and one that has a smaller purple box w/star and a green plus sign. The first one sets whatever item you have selected in Project Overview as the "first play." The second lets you add a new item to your project and sets it to the "first play."

(These instructions were for DVDA 3. In DVDA 4.5 and 5, some of the buttons have been combined into yellow plus sign that is a dropdown button -- from there, the option to choose is "Introduction Media" to add a new item and set it as a "first play." I've never had DVDA 4, so I'm not sure which is the correct procedure there.)

Rob